NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 107.40 108.23 0.83 0.8% 109.36
High 109.17 108.87 -0.30 -0.3% 109.80
Low 107.00 108.18 1.18 1.1% 106.24
Close 108.48 108.81 0.33 0.3% 108.48
Range 2.17 0.69 -1.48 -68.2% 3.56
ATR 1.50 1.44 -0.06 -3.9% 0.00
Volume 8,015 7,587 -428 -5.3% 31,680
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 110.69 110.44 109.19
R3 110.00 109.75 109.00
R2 109.31 109.31 108.94
R1 109.06 109.06 108.87 109.19
PP 108.62 108.62 108.62 108.68
S1 108.37 108.37 108.75 108.50
S2 107.93 107.93 108.68
S3 107.24 107.68 108.62
S4 106.55 106.99 108.43
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.85 117.23 110.44
R3 115.29 113.67 109.46
R2 111.73 111.73 109.13
R1 110.11 110.11 108.81 109.14
PP 108.17 108.17 108.17 107.69
S1 106.55 106.55 108.15 105.58
S2 104.61 104.61 107.83
S3 101.05 102.99 107.50
S4 97.49 99.43 106.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.30 106.24 3.06 2.8% 1.49 1.4% 84% False False 6,758
10 109.80 106.24 3.56 3.3% 1.38 1.3% 72% False False 7,161
20 109.80 106.24 3.56 3.3% 1.31 1.2% 72% False False 7,251
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.80
2.618 110.68
1.618 109.99
1.000 109.56
0.618 109.30
HIGH 108.87
0.618 108.61
0.500 108.53
0.382 108.44
LOW 108.18
0.618 107.75
1.000 107.49
1.618 107.06
2.618 106.37
4.250 105.25
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 108.72 108.44
PP 108.62 108.07
S1 108.53 107.71

These figures are updated between 7pm and 10pm EST after a trading day.

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